WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 472,608
COMMITMENTS
160,504 123,875 110,429 166,630 193,938 437,563 428,242 35,045 44,366
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 18,606)
-1,810 7,084 13,217 6,151 -1,821 17,558 18,480 1,048 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 26.2 23.4 35.3 41.0 92.6 90.6 7.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
141 118 139 103 120 325 312
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 21,038
COMMITMENTS
2,894 900 1,000 16,744 18,258 20,638 20,158 400 880
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 1,426)
-300 500 0 1,526 926 1,226 1,426 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 4.3 4.8 79.6 86.8 98.1 95.8 1.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 2 3 16 16 25 21
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,070
COMMITMENTS
93,574 45,366 48,642 107,317 153,875 249,533 247,883 22,537 24,187
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 8,763)
2,458 8,476 4,373 1,978 -4,077 8,809 8,772 -46 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 16.7 17.9 39.4 56.6 91.7 91.1 8.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
93 46 73 77 96 199 197
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,726,248
COMMITMENTS
469,442 483,957 290,302 794,641 771,352 1554385 1545611 171,863 180,637
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 49,183)
-21,428 62,295 16,863 41,232 -32,783 36,667 46,375 12,516 2,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 28.0 16.8 46.0 44.7 90.0 89.5 10.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 837)
196 160 151 291 344 579 586
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,966
COMMITMENTS
1,030 1,066 137 1,219 1,550 2,386 2,753 1,580 1,213
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 26.9 3.5 30.7 39.1 60.2 69.4 39.8 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 1 9 4 16 9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 868,535
COMMITMENTS
163,103 232,629 176,280 471,349 372,262 810,732 781,171 57,803 87,364
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 42,266)
9,074 12,048 19,237 13,120 10,558 41,431 41,843 835 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 26.8 20.3 54.3 42.9 93.3 89.9 6.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
146 179 180 189 213 452 496
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,331
COMMITMENTS
10,085 2,991 152 21 4,640 10,258 7,783 8,073 10,548
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -1,136)
7 -732 18 10 -117 35 -831 -1,171 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.0 16.3 0.8 0.1 25.3 56.0 42.5 44.0 57.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 3 2 12 5 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 601,384
COMMITMENTS
111,430 181,248 157,381 293,949 228,603 562,760 567,232 38,624 34,152
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 37,355)
1,098 10,738 16,898 19,179 9,577 37,175 37,213 180 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 30.1 26.2 48.9 38.0 93.6 94.3 6.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
89 126 122 98 69 274 266
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 857,405
COMMITMENTS
133,856 200,781 10,705 566,526 463,879 711,087 675,365 146,318 182,040
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 12,661)
1,381 21,216 662 6,282 -12,737 8,325 9,141 4,336 3,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 23.4 1.2 66.1 54.1 82.9 78.8 17.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
42 30 18 83 82 132 123
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,039,500
COMMITMENTS
91,452 321,427 23,629 779,185 580,124 894,266 925,180 145,234 114,320
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 7,738)
-6,828 -532 -4,575 16,509 4,121 5,106 -986 2,632 8,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 30.9 2.3 75.0 55.8 86.0 89.0 14.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
19 20 22 66 63 96 94
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,132
COMMITMENTS
808 1,077 139 928 462 1,875 1,678 257 454
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 109)
120 54 -2 16 129 134 181 -25 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 50.5 6.5 43.5 21.7 87.9 78.7 12.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 7 2 8 8 17 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 531,670
COMMITMENTS
117,385 59,259 99,177 262,701 328,776 479,263 487,212 52,407 44,458
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,871)
-3,876 8,500 -8,401 15,059 252 2,782 351 89 2,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 11.1 18.7 49.4 61.8 90.1 91.6 9.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
91 62 108 119 101 273 234
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,689
COMMITMENTS
1,236 2,964 60 4,986 3,284 6,282 6,308 1,407 1,381
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 121)
57 248 4 30 -251 91 1 30 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 38.5 0.8 64.8 42.7 81.7 82.0 18.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 11 3 18 13 32 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,189,374
COMMITMENTS
471,032 680,399 98,040 1489209 1230323 2058281 2008762 131,093 180,612
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 116,695)
45,459 57,698 -1,805 66,454 44,619 110,108 100,512 6,587 16,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 31.1 4.5 68.0 56.2 94.0 91.8 6.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
70 64 31 149 140 234 220
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,986,241
COMMITMENTS
510,780 1195492 224,281 2850523 2119756 3585584 3539529 400,657 446,712
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 117,593)
79,335 81,363 -10,329 59,804 65,632 128,810 136,666 -11,217 -19,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 30.0 5.6 71.5 53.2 89.9 88.8 10.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
90 88 59 197 211 314 331
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 609,132
COMMITMENTS
72,741 86,111 13,603 421,708 340,868 508,052 440,582 101,080 168,550
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 33,602)
-4,543 9,192 4,547 29,475 19,583 29,479 33,322 4,123 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 14.1 2.2 69.2 56.0 83.4 72.3 16.6 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
12 17 13 57 59 79 79
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,429,991
COMMITMENTS
595,992 1405646 187,367 3336631 2402789 4119990 3995802 310,001 434,189
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 92,790)
59,012 16,098 -44,621 91,193 106,122 105,584 77,599 -12,794 15,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 31.7 4.2 75.3 54.2 93.0 90.2 7.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
58 73 41 149 169 232 258
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,795,587
COMMITMENTS
126,750 202,111 477,785 1157866 1066200 1762401 1746096 33,186 49,491
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -12,195)
-8,816 5,394 -53,610 49,666 32,450 -12,760 -15,766 565 3,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 11.3 26.6 64.5 59.4 98.2 97.2 1.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
35 33 49 68 68 128 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,537
COMMITMENTS
27,090 6,465 4,156 22,866 44,861 54,112 55,482 10,425 9,055
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 10,100)
184 -1,139 2,375 6,122 8,275 8,680 9,511 1,420 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 10.0 6.4 35.4 69.5 83.8 86.0 16.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
38 18 15 37 32 81 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 129,073
COMMITMENTS
54,180 12,930 8,312 45,732 89,722 108,224 110,964 20,849 18,109
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 20,200)
367 -2,277 4,749 12,244 16,550 17,360 19,022 2,840 1,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 10.0 6.4 35.4 69.5 83.8 86.0 16.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
38 18 15 37 32 81 60
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,493
COMMITMENTS
3,544 461 0 33,340 37,614 36,884 38,075 2,609 1,418
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 9,842)
292 0 0 8,457 8,719 8,749 8,719 1,093 1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 1.2 0.0 84.4 95.2 93.4 96.4 6.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 0 13 13 17 14
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 36,678
COMMITMENTS
29,001 19,389 1,863 5,594 15,326 36,458 36,578 220 100
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -312)
-251 55 -154 60 -215 -345 -314 33 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.1 52.9 5.1 15.3 41.8 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
30 13 4 4 4 35 20
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,419
COMMITMENTS
19,234 11,420 212 11,936 17,461 31,382 29,093 37 2,326
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -2)
2,326 423 -493 -1,814 244 19 174 -21 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.2 36.3 0.7 38.0 55.6 99.9 92.6 0.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 11 1 6 16 11 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/18/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,770
COMMITMENTS
14,107 7,125 9 2,648 7,725 16,764 14,859 6 1,911
CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -3,394)
-2,290 5 -40 -1,052 -3,285 -3,382 -3,320 -12 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.1 42.5 0.1 15.8 46.1 100.0 88.6 0.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 9 1 3 11 8 20
Updated September 21, 2018